+391.7%
APP vs FSLY
-71.3%
+463.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.7% |
| 7D | +0.9% | -10.6% | +11.5% | +3.0% |
| 30D | -23.3% | -20.9% | -2.4% | -20.4% |
| 3M | -42.6% | +3.4% | -46.1% | -43.7% |
| 6M | -33.6% | +2.7% | -36.3% | -39.4% |
| YTD | -52.4% | +102.3% | -154.7% | -66.1% |
| 1Y | -35.9% | +182.1% | -217.9% | -60.3% |
| 3Y | +642.2% | -14.6% | +656.8% | +475.6% |
| 5Y | +311.1% | -55.9% | +367.0% | +207.8% |
| All | +391.7% | -71.3% | +463.0% | +261.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling